0.45Open0.95Pre Close1 Volume147 Open Interest10.00Strike Price45.00Turnover103.09%IV4.19%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier10DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5437Delta0.2323Gamma14.33Leverage Ratio-0.0355Theta0.0013Rho7.79Eff Leverage0.0066Vega